Pandas Profiling Report

Dataset statistics

Number of variables	21
Number of observations	13540
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	2.2 MiB
Average record size in memory	168.0 B

Variable types

NUM	17
BOOL	3
CAT	1

Reproduction

Analysis started	2020-08-03 17:43:11.959277
Analysis finished	2020-08-03 17:44:02.648157
Duration	50.69 seconds
Version	pandas-profiling v2.8.0
Command line	`pandas_profiling --config_file config.yaml [YOUR_FILE.csv]`
Download configuration	config.yaml

Warnings

`symbol` is highly correlated with `df_index`	High correlation
`df_index` is highly correlated with `symbol`	High correlation
`nbb` is highly correlated with `lastprice` and 2 other fields	High correlation
`lastprice` is highly correlated with `nbb` and 2 other fields	High correlation
`nbo` is highly correlated with `lastprice` and 2 other fields	High correlation
`currentreferenceprice` is highly correlated with `lastprice` and 2 other fields	High correlation
`week` is highly correlated with `quarter` and 1 other fields	High correlation
`quarter` is highly correlated with `week` and 1 other fields	High correlation
`month` is highly correlated with `quarter` and 1 other fields	High correlation
`matched_to_unmatched` is highly skewed (γ1 = 44.00783743)	Skewed
`pct_move_snapshot_to_close` is highly skewed (γ1 = -38.47594513)	Skewed
`df_index` has unique values	Unique
`nearindicativeprice` has 3622 (26.8%) zeros	Zeros
`farindicativeprice` has 7729 (57.1%) zeros	Zeros
`day` has 1975 (14.6%) zeros	Zeros
`week` has 1964 (14.5%) zeros	Zeros
`month` has 1964 (14.5%) zeros	Zeros

df_index
Real number (ℝ_≥0)

HIGH CORRELATION
UNIQUE

Distinct count	13540
Unique (%)	100.0%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	6824.6439438700145
Minimum	0
Maximum	13653
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	679.95
Q1	3409.75
median	6825.5
Q3	10238.25
95-th percentile	12972.05
Maximum	13653
Range	13653
Interquartile range (IQR)	6828.5

Descriptive statistics

Standard deviation	3942.111345
Coefficient of variation (CV)	0.5776288664
Kurtosis	-1.199112826
Mean	6824.643944
Median Absolute Deviation (MAD)	3414.5
Skewness	0.0005596608777
Sum	92405679
Variance	15540241.86

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
2047	1	< 0.1%
2660	1	< 0.1%
4759	1	< 0.1%
6806	1	< 0.1%
661	1	< 0.1%
2708	1	< 0.1%
12947	1	< 0.1%
8849	1	< 0.1%
10896	1	< 0.1%
4743	1	< 0.1%
Other values (13530)	13530	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
1	1	< 0.1%
2	1	< 0.1%
3	1	< 0.1%
4	1	< 0.1%

Value	Count	Frequency (%)
13653	1	< 0.1%
13652	1	< 0.1%
13651	1	< 0.1%
13650	1	< 0.1%
13649	1	< 0.1%

symbol
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	993
Unique (%)	7.3%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.49716573057130614
Minimum	0.0
Maximum	1.0
Zeros	14
Zeros (%)	0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.04838709677
Q1	0.2469758065
median	0.4959677419
Q3	0.7469758065
95-th percentile	0.9495967742
Maximum	1
Range	1
Interquartile range (IQR)	0.5

Descriptive statistics

Standard deviation	0.288779035
Coefficient of variation (CV)	0.5808506445
Kurtosis	-1.19821321
Mean	0.4971657306
Median Absolute Deviation (MAD)	0.25
Skewness	0.009155092402
Sum	6731.623992
Variance	0.08339333107

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.1633064516	14	0.1%
0.9122983871	14	0.1%
0.4868951613	14	0.1%
0.2963709677	14	0.1%
0.7066532258	14	0.1%
0.591733871	14	0.1%
0.6975806452	14	0.1%
0.2096774194	14	0.1%
0.7510080645	14	0.1%
0.6199596774	14	0.1%
Other values (983)	13400	99.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	14	0.1%
0.001008064516	14	0.1%
0.002016129032	14	0.1%
0.003024193548	14	0.1%
0.004032258065	14	0.1%

Value	Count	Frequency (%)
1	14	0.1%
0.9989919355	14	0.1%
0.997983871	14	0.1%
0.9969758065	14	0.1%
0.9959677419	14	0.1%

currentvolume
Real number (ℝ_≥0)

Distinct count	13508
Unique (%)	99.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.019859587586763282
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.000987772694
Q1	0.003019574097
median	0.007153717859
Q3	0.01761479611
95-th percentile	0.07362790921
Maximum	1
Range	1
Interquartile range (IQR)	0.01459522201

Descriptive statistics

Standard deviation	0.04681279213
Coefficient of variation (CV)	2.357188533
Kurtosis	102.3919017
Mean	0.01985958759
Median Absolute Deviation (MAD)	0.005137799498
Skewness	8.187461622
Sum	268.8988159
Variance	0.002191437507

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.005802330123	2	< 0.1%
0.003988915716	2	< 0.1%
0.0005406534158	2	< 0.1%
0.001188840024	2	< 0.1%
0.0007691368695	2	< 0.1%
0.002850522056	2	< 0.1%
0.008094334548	2	< 0.1%
0.008366094477	2	< 0.1%
0.001691843965	2	< 0.1%
0.002116032081	2	< 0.1%
Other values (13498)	13520	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
3.259727526e-06	1	< 0.1%
3.940413088e-06	1	< 0.1%
5.583890563e-05	1	< 0.1%
6.238861337e-05	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.9702500703	1	< 0.1%
0.9647098343	1	< 0.1%
0.9572151535	1	< 0.1%
0.7841876139	1	< 0.1%

lastprice
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	10184
Unique (%)	75.2%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.05981215805634262
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.00497621818
Q1	0.01934933758
median	0.03943086941
Q3	0.07354196011
95-th percentile	0.1755151367
Maximum	1
Range	1
Interquartile range (IQR)	0.05419262253

Descriptive statistics

Standard deviation	0.07229631377
Coefficient of variation (CV)	1.20872271
Kurtosis	39.75592151
Mean	0.05981215806
Median Absolute Deviation (MAD)	0.02443742217
Skewness	4.788344496
Sum	809.8566201
Variance	0.005226756984

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.01843346194	6	< 0.1%
0.02280196787	6	< 0.1%
0.01239104252	6	< 0.1%
0.04930695899	6	< 0.1%
0.005572907098	6	< 0.1%
0.04377079633	6	< 0.1%
0.0237654888	5	< 0.1%
0.01353420295	5	< 0.1%
0.03747524854	5	< 0.1%
0.02836262682	5	< 0.1%
Other values (10174)	13484	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
4.082715823e-06	1	< 0.1%
4.082715823e-05	1	< 0.1%
4.490987405e-05	1	< 0.1%
7.757160063e-05	2	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.9996815482	1	< 0.1%
0.9607732664	1	< 0.1%
0.9605609652	1	< 0.1%
0.9490599547	1	< 0.1%

nbb
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	8776
Unique (%)	64.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.05980527851351773
Minimum	0.0
Maximum	1.0
Zeros	2
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.004973903242
Q1	0.01935815861
median	0.03942284916
Q3	0.0735610027
95-th percentile	0.1754600626
Maximum	1
Range	1
Interquartile range (IQR)	0.0542028441

Descriptive statistics

Standard deviation	0.07225162544
Coefficient of variation (CV)	1.208114522
Kurtosis	39.71749354
Mean	0.05980527851
Median Absolute Deviation (MAD)	0.02444273824
Skewness	4.784211578
Sum	809.7634711
Variance	0.005220297379

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.02842463795	8	0.1%
0.001519247891	7	0.1%
0.01002213528	7	0.1%
0.01239902311	7	0.1%
0.03005823784	7	0.1%
0.03223092568	7	0.1%
0.02808974998	6	< 0.1%
0.006975471498	6	< 0.1%
0.003038495781	6	< 0.1%
0.006844783507	6	< 0.1%
Other values (8766)	13473	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	2	< 0.1%
4.083999706e-05	2	< 0.1%
8.167999412e-05	2	< 0.1%
0.0002858799794	2	< 0.1%
0.0003512239747	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.999665112	1	< 0.1%
0.9613816988	1	< 0.1%
0.9608017708	1	< 0.1%
0.9486641237	1	< 0.1%

nbo
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	8815
Unique (%)	65.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.05979713517544261
Minimum	0.0
Maximum	1.0
Zeros	2
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.00496923554
Q1	0.01933999217
median	0.03940625408
Q3	0.0735450124
95-th percentile	0.1753961842
Maximum	1
Range	1
Interquartile range (IQR)	0.05420502024

Descriptive statistics

Standard deviation	0.07231182245
Coefficient of variation (CV)	1.209285733
Kurtosis	39.88743264
Mean	0.05979713518
Median Absolute Deviation (MAD)	0.02442796057
Skewness	4.795638201
Sum	809.6532103
Variance	0.005228999667

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.02235931584	7	0.1%
0.007238216477	7	0.1%
0.00151782217	7	0.1%
0.002660268965	7	0.1%
0.01656547852	7	0.1%
0.004618749184	6	< 0.1%
0.01752023763	6	< 0.1%
0.01155503329	6	< 0.1%
0.02458708709	6	< 0.1%
0.01001273012	6	< 0.1%
Other values (8805)	13475	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	2	< 0.1%
4.080167124e-05	2	< 0.1%
8.160334247e-05	2	< 0.1%
0.0002856116987	2	< 0.1%
0.0003508943726	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.9998939157	1	< 0.1%
0.9615893067	1	< 0.1%
0.9609283196	1	< 0.1%
0.9491611176	1	< 0.1%

imbside
Boolean

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	6890
1	6650

Frequency Table

Value	Count	Frequency (%)
0	6890	50.9%
1	6650	49.1%

imbalancesize
Real number (ℝ_≥0)

Distinct count	12293
Unique (%)	90.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.011663628691065
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	3.287140012e-05
Q1	0.0004155223888
median	0.002195222276
Q3	0.008418414509
95-th percentile	0.04981041291
Maximum	1
Range	1
Interquartile range (IQR)	0.00800289212

Descriptive statistics

Standard deviation	0.03791591344
Coefficient of variation (CV)	3.250781935
Kurtosis	165.38995
Mean	0.01166362869
Median Absolute Deviation (MAD)	0.002085928149
Skewness	10.70734698
Sum	157.9255325
Variance	0.001437616492

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
2.558832354e-05	7	0.1%
4.765825259e-05	6	< 0.1%
6.448257531e-05	6	< 0.1%
4.714648612e-05	5	< 0.1%
2.654788567e-05	5	< 0.1%
6.908847355e-06	5	< 0.1%
1.944712589e-05	5	< 0.1%
1.867947618e-05	5	< 0.1%
2.526846949e-05	5	< 0.1%
2.597214839e-05	4	< 0.1%
Other values (12283)	13487	99.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
6.397080884e-08	1	< 0.1%
1.279416177e-07	1	< 0.1%
2.558832354e-07	1	< 0.1%
3.83824853e-07	2	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.8842753355	1	< 0.1%
0.7368265873	1	< 0.1%
0.705121311	1	< 0.1%
0.6876794781	1	< 0.1%

notional_imbalance
Real number (ℝ_≥0)

Distinct count	13534
Unique (%)	> 99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.012332210797616754
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	2.494251128e-05
Q1	0.0003601479137
median	0.002415329316
Q3	0.01003843476
95-th percentile	0.05186883542
Maximum	1
Range	1
Interquartile range (IQR)	0.00967828685

Descriptive statistics

Standard deviation	0.0366713497
Coefficient of variation (CV)	2.973623327
Kurtosis	171.769173
Mean	0.0123322108
Median Absolute Deviation (MAD)	0.002337504728
Skewness	10.45264749
Sum	166.9781342
Variance	0.001344787889

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.0002449879186	2	< 0.1%
0.0001178880749	2	< 0.1%
3.863093949e-06	2	< 0.1%
3.661221337e-06	2	< 0.1%
5.174481767e-07	2	< 0.1%
7.219676666e-06	2	< 0.1%
0.0009681031665	1	< 0.1%
0.009316497149	1	< 0.1%
0.02402934386	1	< 0.1%
0.001586662874	1	< 0.1%
Other values (13524)	13524	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
1.019680931e-07	1	< 0.1%
1.612889805e-07	1	< 0.1%
1.636276982e-07	1	< 0.1%
1.74826029e-07	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.8677001479	1	< 0.1%
0.8475159821	1	< 0.1%
0.841487664	1	< 0.1%
0.7311008012	1	< 0.1%

imbalancetype
Boolean

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	10086
1	3454

Frequency Table

Value	Count	Frequency (%)
0	10086	74.5%
1	3454	25.5%

matchedsize
Real number (ℝ_≥0)

Distinct count	13345
Unique (%)	98.6%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.013611987335605022
Minimum	0.0
Maximum	1.0
Zeros	2
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.0001130181893
Q1	0.0009973790092
median	0.00384608804
Q3	0.01139567042
95-th percentile	0.05630751941
Maximum	1
Range	1
Interquartile range (IQR)	0.01039829141

Descriptive statistics

Standard deviation	0.03623107537
Coefficient of variation (CV)	2.661703577
Kurtosis	154.472265
Mean	0.01361198734
Median Absolute Deviation (MAD)	0.003416598615
Skewness	9.639695021
Sum	184.3063085
Variance	0.001312690823

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
5.902742752e-05	3	< 0.1%
4.509603646e-05	3	< 0.1%
2.825123662e-06	3	< 0.1%
0.008308847604	3	< 0.1%
0.0001876235252	3	< 0.1%
0.0004355104696	3	< 0.1%
0.001421566913	3	< 0.1%
9.638968795e-05	3	< 0.1%
8.014522689e-05	3	< 0.1%
0.0006382837204	2	< 0.1%
Other values (13335)	13511	99.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	2	< 0.1%
1.059421373e-06	2	< 0.1%
1.200677556e-06	1	< 0.1%
1.765702289e-06	1	< 0.1%
2.524954273e-06	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.820865477	1	< 0.1%
0.8149651532	1	< 0.1%
0.7906562354	1	< 0.1%
0.7691648488	1	< 0.1%

currentreferenceprice
Real number (ℝ_≥0)

HIGH CORRELATION

Distinct count	9549
Unique (%)	70.5%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.05979393352178623
Minimum	0.0
Maximum	1.0
Zeros	2
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.004974633999
Q1	0.01934591226
median	0.03941423516
Q3	0.07350630375
95-th percentile	0.1754547718
Maximum	1
Range	1
Interquartile range (IQR)	0.05416039149

Descriptive statistics

Standard deviation	0.07227989271
Coefficient of variation (CV)	1.208816488
Kurtosis	39.78450714
Mean	0.05979393352
Median Absolute Deviation (MAD)	0.0244313567
Skewness	4.789966878
Sum	809.6098599
Variance	0.00522438289

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.04609959472	7	0.1%
0.04187941048	7	0.1%
0.039373421	6	< 0.1%
0.01352989433	6	< 0.1%
0.03221461718	6	< 0.1%
0.02881071617	6	< 0.1%
0.03010044365	6	< 0.1%
0.01238709783	6	< 0.1%
0.02357834074	6	< 0.1%
0.004036520511	6	< 0.1%
Other values (9539)	13478	99.5%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	2	< 0.1%
4.081416088e-05	1	< 0.1%
4.489557697e-05	1	< 0.1%
8.570973785e-05	2	< 0.1%
0.0002856991262	1	< 0.1%

Value	Count	Frequency (%)
1	2	< 0.1%
0.9607694286	1	< 0.1%
0.9604021011	1	< 0.1%
0.9489006706	1	< 0.1%
0.9478231767	1	< 0.1%

nearindicativeprice
Real number (ℝ_≥0)

ZEROS

Distinct count	6924
Unique (%)	51.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.009568577663112374
Minimum	0.0
Maximum	1.0
Zeros	3622
Zeros (%)	26.8%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	0.003179003179
Q3	0.007403257403
95-th percentile	0.02099332099
Maximum	1
Range	1
Interquartile range (IQR)	0.007403257403

Descriptive statistics

Standard deviation	0.04278040973
Coefficient of variation (CV)	4.47092674
Kurtosis	106.0789199
Mean	0.009568577663
Median Absolute Deviation (MAD)	0.003179003179
Skewness	9.887576282
Sum	129.5585416
Variance	0.001830163457

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	3622	26.8%
0.4294674295	128	0.9%
1.000001e-06	99	0.7%
0.0022000022	10	0.1%
0.0045000045	9	0.1%
0.0038000038	9	0.1%
0.0016000016	8	0.1%
0.0042000042	8	0.1%
0.009000009	8	0.1%
0.0056000056	7	0.1%
Other values (6914)	9632	71.1%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	3622	26.8%
1.000001e-06	99	0.7%
5.000005e-06	6	< 0.1%
0.00014000014	1	< 0.1%
0.000148000148	2	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.4294674295	128	0.9%
0.1257761258	1	< 0.1%
0.1255051255	1	< 0.1%
0.1191701192	1	< 0.1%

farindicativeprice
Real number (ℝ_≥0)

ZEROS

Distinct count	3802
Unique (%)	28.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.02691208934803031
Minimum	0.0
Maximum	1.0
Zeros	7729
Zeros (%)	57.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0
median	0
Q3	0.03538087829
95-th percentile	0.1192665831
Maximum	1
Range	1
Interquartile range (IQR)	0.03538087829

Descriptive statistics

Standard deviation	0.05869892623
Coefficient of variation (CV)	2.181135975
Kurtosis	64.75311816
Mean	0.02691208935
Median Absolute Deviation (MAD)	0
Skewness	6.098403884
Sum	364.3896898
Variance	0.00344556394

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0	7729	57.1%
0.02468802591	7	0.1%
0.003016543359	6	< 0.1%
0.0416997428	5	< 0.1%
0.008557457213	5	< 0.1%
0.04267615026	5	< 0.1%
0.008216111517	5	< 0.1%
0.04352554536	5	< 0.1%
0.02189375417	5	< 0.1%
0.03819102658	5	< 0.1%
Other values (3792)	5763	42.6%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	7729	57.1%
0.001198679072	2	< 0.1%
0.001436827231	2	< 0.1%
0.001603530943	2	< 0.1%
0.001635284031	2	< 0.1%

Value	Count	Frequency (%)
1	2	< 0.1%
0.9363826882	2	< 0.1%
0.9201171689	2	< 0.1%
0.9137109834	1	< 0.1%
0.8680262281	2	< 0.1%

matched_to_unmatched
Real number (ℝ_≥0)

SKEWED

Distinct count	13521
Unique (%)	99.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.0024916821086949435
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	3.100366932e-05
Q1	0.0002054723263
median	0.0007196214763
Q3	0.001924664085
95-th percentile	0.007949038039
Maximum	1
Range	1
Interquartile range (IQR)	0.001719191759

Descriptive statistics

Standard deviation	0.01438305909
Coefficient of variation (CV)	5.772429412
Kurtosis	2623.700714
Mean	0.002491682109
Median Absolute Deviation (MAD)	0.0006067932662
Skewness	44.00783743
Sum	33.73737575
Variance	0.0002068723888

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.0004455699245	2	< 0.1%
0.0004805156963	2	< 0.1%
0.001502848313	2	< 0.1%
0.004736698059	2	< 0.1%
0.0102965291	2	< 0.1%
0.0001433637751	2	< 0.1%
0.006859422704	2	< 0.1%
0.02807700518	2	< 0.1%
0.008728631523	2	< 0.1%
5.327616842e-05	2	< 0.1%
Other values (13511)	13520	99.9%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
1.027465555e-07	1	< 0.1%
1.474172835e-07	1	< 0.1%
2.326045886e-07	1	< 0.1%
3.859410318e-07	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.8303217621	1	< 0.1%
0.4022460822	1	< 0.1%
0.3549038738	1	< 0.1%
0.3086226872	1	< 0.1%

pct_move_snapshot_to_close
Real number (ℝ_≥0)

SKEWED

Distinct count	380
Unique (%)	2.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.9254041390895239
Minimum	0.0
Maximum	1.0
Zeros	1
Zeros (%)	< 0.1%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0.9191685912
Q1	0.9237875289
median	0.9259754467
Q3	0.9280418135
95-th percentile	0.9327823022
Maximum	1
Range	1
Interquartile range (IQR)	0.004254284672

Descriptive statistics

Standard deviation	0.02257738285
Coefficient of variation (CV)	0.0243973221
Kurtosis	1546.90537
Mean	0.9254041391
Median Absolute Deviation (MAD)	0.002187917832
Skewness	-38.47594513
Sum	12529.97204
Variance	0.0005097382164

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.9264616507	532	3.9%
0.9258538957	236	1.7%
0.9257323447	224	1.7%
0.9251245898	220	1.6%
0.9262185487	211	1.6%
0.9273125076	210	1.6%
0.9268263036	210	1.6%
0.9259754467	209	1.5%
0.9260969977	206	1.5%
0.9254892427	204	1.5%
Other values (370)	11078	81.8%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1	< 0.1%
0.0004862039626	1	< 0.1%
0.001337060897	1	< 0.1%
0.001580162878	1	< 0.1%
0.02698431992	1	< 0.1%

Value	Count	Frequency (%)
1	1	< 0.1%
0.9950164094	1	< 0.1%
0.9624407439	1	< 0.1%
0.9617114379	1	< 0.1%
0.9600097241	1	< 0.1%

day
Real number (ℝ_≥0)

ZEROS

Distinct count	5
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.48601920236336776
Minimum	0.0
Maximum	1.0
Zeros	1975
Zeros (%)	14.6%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.1
median	0.7
Q3	0.8
95-th percentile	1
Maximum	1
Range	1
Interquartile range (IQR)	0.7

Descriptive statistics

Standard deviation	0.37651959
Coefficient of variation (CV)	0.7747010573
Kurtosis	-1.681960878
Mean	0.4860192024
Median Absolute Deviation (MAD)	0.3
Skewness	-0.1152296116
Sum	6580.7
Variance	0.1417670016

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.7	3887	28.7%
0.1	3822	28.2%
0	1975	14.6%
1	1964	14.5%
0.8	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1975	14.6%
0.1	3822	28.2%
0.7	3887	28.7%
0.8	1892	14.0%
1	1964	14.5%

Value	Count	Frequency (%)
1	1964	14.5%
0.8	1892	14.0%
0.7	3887	28.7%
0.1	3822	28.2%
0	1975	14.6%

quarter
Categorical

HIGH CORRELATION

Distinct count	3
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	5914
1	3840
0.5	3786

Common Values
Length

Value	Count	Frequency (%)
0	5914	43.7%
1	3840	28.4%
0.5	3786	28.0%

Length

Max length	3
Median length	3
Mean length	3
Min length	3

year
Boolean

Distinct count	2
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Memory size	105.8 KiB

0	7626
1	5914

Frequency Table

Value	Count	Frequency (%)
0	7626	56.3%
1	5914	43.7%

week
Real number (ℝ_≥0)

HIGH CORRELATION
ZEROS

Distinct count	7
Unique (%)	0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.44402027199103555
Minimum	0.0
Maximum	1.0
Zeros	1964
Zeros (%)	14.5%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.1034482759
median	0.4482758621
Q3	0.8965517241
95-th percentile	1
Maximum	1
Range	1
Interquartile range (IQR)	0.7931034483

Descriptive statistics

Standard deviation	0.3657195861
Coefficient of variation (CV)	0.8236551553
Kurtosis	-1.410765382
Mean	0.444020272
Median Absolute Deviation (MAD)	0.3448275862
Skewness	0.3085576813
Sum	6012.034483
Variance	0.1337508156

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.1379310345	1975	14.6%
0.1034482759	1975	14.6%
0	1964	14.5%
1	1928	14.2%
0.8965517241	1912	14.1%
0.5517241379	1894	14.0%
0.4482758621	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1964	14.5%
0.1034482759	1975	14.6%
0.1379310345	1975	14.6%
0.4482758621	1892	14.0%
0.5517241379	1894	14.0%

Value	Count	Frequency (%)
1	1928	14.2%
0.8965517241	1912	14.1%
0.5517241379	1894	14.0%
0.4482758621	1892	14.0%
0.1379310345	1975	14.6%

month
Real number (ℝ_≥0)

HIGH CORRELATION
ZEROS

Distinct count	6
Unique (%)	< 0.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%

Mean	0.4449250896813674
Minimum	0.0
Maximum	1.0
Zeros	1964
Zeros (%)	14.5%
Memory size	105.8 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.1428571429
median	0.4285714286
Q3	0.8571428571
95-th percentile	1
Maximum	1
Range	1
Interquartile range (IQR)	0.7142857143

Descriptive statistics

Standard deviation	0.3542395423
Coefficient of variation (CV)	0.7961779422
Kurtosis	-1.364953584
Mean	0.4449250897
Median Absolute Deviation (MAD)	0.2857142857
Skewness	0.3084892935
Sum	6024.285714
Variance	0.1254856534

Histogram

Histogram with fixed size bins (bins=10)

Value	Count	Frequency (%)
0.1428571429	3950	29.2%
0	1964	14.5%
1	1928	14.2%
0.8571428571	1912	14.1%
0.5714285714	1894	14.0%
0.4285714286	1892	14.0%

Minimum 5 values
Maximum 5 values

Value	Count	Frequency (%)
0	1964	14.5%
0.1428571429	3950	29.2%
0.4285714286	1892	14.0%
0.5714285714	1894	14.0%
0.8571428571	1912	14.1%

Value	Count	Frequency (%)
1	1928	14.2%
0.8571428571	1912	14.1%
0.5714285714	1894	14.0%
0.4285714286	1892	14.0%
0.1428571429	3950	29.2%

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

First rows

	df_index	currentvolume	lastprice	nbb	nbo	imbside	imbalancesize	notional_imbalance	imbalancetype	matchedsize	currentreferenceprice	nearindicativeprice	farindicativeprice	matched_to_unmatched	pct_move_snapshot_to_close	day	quarter	year	week	month
0	0	0.134239	0.174597	0.174697	0.174533	0.0	0.000723	0.003347	0.0	0.005353	0.174550	0.021600	0.17180	0.000151	0.929014	0.7	0.0	1.0	0.137931	0.142857
1	1	0.136620	0.174679	0.174730	0.174574	1.0	0.001380	0.006391	0.0	0.007092	0.174615	0.021500	0.00000	0.000218	0.928528	0.7	0.0	1.0	0.137931	0.142857
2	2	0.107234	0.178745	0.178798	0.178630	1.0	0.001252	0.005931	0.0	0.035828	0.178688	0.022001	0.17465	0.000039	0.928163	0.0	0.0	1.0	0.103448	0.142857
3	3	0.110314	0.178729	0.178781	0.178630	0.0	0.008872	0.042033	0.0	0.037577	0.178688	0.022167	0.00000	0.000264	0.928285	0.0	0.0	1.0	0.103448	0.142857
4	4	0.194933	0.166636	0.166684	0.166528	0.0	0.149668	0.661436	1.0	0.109003	0.166575	0.000000	0.00000	0.001536	0.937644	1.0	0.0	1.0	0.000000	0.000000
5	5	0.208230	0.167426	0.167460	0.167328	0.0	0.097846	0.434455	0.0	0.154645	0.167367	0.021560	0.00000	0.000708	0.931931	1.0	0.0	1.0	0.000000	0.000000
6	6	0.093342	0.172515	0.172565	0.172412	1.0	0.189695	0.867700	1.0	0.121192	0.172460	0.000000	0.00000	0.001752	0.923909	0.1	1.0	0.0	1.000000	1.000000
7	7	0.096506	0.172368	0.172426	0.172265	1.0	0.090451	0.413393	0.0	0.171424	0.172321	0.021225	0.16818	0.000590	0.924881	0.1	1.0	0.0	1.000000	1.000000
8	8	0.146196	0.156919	0.156948	0.156817	0.0	0.203561	0.847516	1.0	0.240406	0.156853	0.000000	0.00000	0.000947	0.933390	0.7	1.0	0.0	0.896552	0.857143
9	9	0.157912	0.157042	0.157087	0.156956	0.0	0.107990	0.449960	0.0	0.302319	0.157008	0.019455	0.15509	0.000400	0.932418	0.7	1.0	0.0	0.896552	0.857143

Last rows

	df_index	symbol	currentvolume	lastprice	nbb	nbo	imbside	imbalancesize	notional_imbalance	imbalancetype	matchedsize	currentreferenceprice	nearindicativeprice	farindicativeprice	matched_to_unmatched	pct_move_snapshot_to_close	day	quarter	year	week	month
13530	13644	1.0	0.135175	0.012077	0.012080	0.012069	1.0	0.104679	0.036502	1.0	0.051050	0.012069	0.000000	0.000000	0.002295	0.920141	1.0	0.0	1.0	0.000000	0.000000
13531	13645	1.0	0.140246	0.012085	0.012089	0.012077	1.0	0.091346	0.031873	0.0	0.058755	0.012085	0.001595	0.012614	0.001740	0.919290	1.0	0.0	1.0	0.000000	0.000000
13532	13646	1.0	0.018848	0.032017	0.032027	0.031997	1.0	0.012541	0.010959	1.0	0.009696	0.032011	0.000000	0.000000	0.001447	0.927191	0.1	1.0	0.0	1.000000	1.000000
13533	13647	1.0	0.019770	0.032004	0.032019	0.031989	1.0	0.000545	0.000476	0.0	0.013737	0.031994	0.004046	0.000000	0.000044	0.927677	0.1	1.0	0.0	1.000000	1.000000
13534	13648	1.0	0.027488	0.030090	0.030099	0.030071	1.0	0.033432	0.027518	1.0	0.014030	0.030080	0.000000	0.000000	0.002667	0.923423	0.7	1.0	0.0	0.896552	0.857143
13535	13649	1.0	0.028518	0.030032	0.030042	0.030014	1.0	0.016085	0.013216	0.0	0.019663	0.030027	0.003747	0.000000	0.000915	0.925611	0.7	1.0	0.0	0.896552	0.857143
13536	13650	1.0	0.022442	0.025080	0.025084	0.025060	1.0	0.023629	0.016332	1.0	0.005068	0.025064	0.000000	0.000000	0.005217	0.926826	0.1	0.5	0.0	0.551724	0.571429
13537	13651	1.0	0.023576	0.025080	0.025092	0.025069	1.0	0.013745	0.009501	0.0	0.008232	0.025080	0.003155	0.000000	0.001868	0.926826	0.1	0.5	0.0	0.551724	0.571429
13538	13652	1.0	0.040616	0.021667	0.021662	0.021641	0.0	0.031407	0.018884	1.0	0.002730	0.021648	0.000000	0.000000	0.012873	0.923423	0.8	0.5	0.0	0.448276	0.428571
13539	13653	1.0	0.042383	0.021651	0.021662	0.021641	0.0	0.018841	0.011321	0.0	0.006548	0.021644	0.002934	0.023291	0.003220	0.924274	0.8	0.5	0.0	0.448276	0.428571

Overview

Variables

Interactions

Correlations

Pearson's r

Spearman's ρ

Kendall's τ

Phik (φk)

Missing values

Sample

First rows

Last rows